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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenlight Reinsurance (GLRE) - NASDAQ Next Earnings Date: Estimated on May 7, 2024
EVR: 2.1
Avg Daily Volume: 66,226    Market Cap: 419.04M
Sector: Financial    Short Interest: 1.43
Live Interactive Chart
Days to Next Earnings: 15 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 8, 2023 AC 2.1 $10.86 @$10.00 $1.07
($10.86)
10.7% 5.15% I -1.93% I $10.65 $0.90
( $10.65 )
-15.89%
Aug. 2, 2022 AC 2.5 $7.10 @$7.50 $0.82
($7.10)
10.93% 5.49% I 3.66% I $7.36 $0.38
( $7.36 )
-53.66%
May 3, 2022 AC 2.7 $7.15 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
March 8, 2022 AC 2.8 $7.35 @$7.50
Nov. 3, 2021 AC 3.0 $7.38 @$7.50
Aug. 3, 2021 AC 3.2 $8.70 @$7.50
May 5, 2021 AC 3.3 $9.17 @$10.00
March 10, 2021 AC 3.2 $8.59 @$7.50
Nov. 4, 2020 AC 3.6 $7.02 @$7.50
Aug. 5, 2020 AC 3.4 $6.91 @$7.50

 
 
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